IMsCointegrationEquationTransform.Result

Syntax

Description

The Result property returns the term corresponding to output variable.

Comments

To get exogenous variables, use the IMsCointegrationEquationTransform.Operands property.

Example

Executing the example requires that the repository contains a modeling container with the MS identifier containing an error correction model with the MODEL_COINTEGRATIONEQ identifier.

Add links to the Metabase, Ms, Stat system assemblies.

End Sub UserProc;
Var
    mb: IMetabase;
    ModelCont: IMetabaseObjectDescriptor;
    Model: IMsModel;
    Transform: IMsFormulaTransform;
    Formula: IMsFormula;
    Eq: IMsCointegrationEquationTransform;
    i: integer;
    Calc: IMsMethodCalculation;
    arr: Array Of Double;
    Period: IMsModelPeriod;
Begin
    // Get current repository
    mb := MetabaseClass.Active;
    // Get modeling container
    ModelCont := mb.ItemById("MS");
    // Get error correction model
    Model := mb.ItemByIdNamespace("MODEL_COINTEGRATIONEQ", ModelCont.Key).Edit As IMsModel;
    // Get model parameters
    Transform := Model.Transform;
    Formula := Transform.FormulaItem(0);
    Eq := Formula.Method As IMsCointegrationEquationTransform;
    // Set type of error correction model
    Eq.ModelType := ECMType.NoTrendIntercept;
    // Set autoregression order of endogenous and exogenous variables
    Eq.EndogenousAutoRegressionOrder[0] := 1;
    Eq.ExogenousAutoRegressionOrder[0] := 0;
    // Set missing data treatment method
    Eq.MissingData.Method := MissingDataMethod.Geometric;
    // Set significance of confidence limits
    Eq.ConfidenceLevel := 0.2;
    // Include all variables to the group describing short-term cointegration relations
    For i := 0 To Eq.Operands.Count - 1 Do
        Eq.OperandType(i) := MsCointegrationEquationOperandType.Common;
    End For;
    // Create an object with model calculation parameters
    Calc := Transform.CreateCalculation;
    // Set calculation periods
    Period := Model.Transform.Period;
    Calc.Period.IdentificationStartDate := Period.IdentificationStartDate;
    Calc.Period.IdentificationEndDate := Period.IdentificationEndDate;
    Calc.Period.ForecastStartDate := Period.ForecastStartDate;
    Calc.Period.ForecastEndDate := Period.ForecastEndDate;
    Calc.CurrentPoint := Period.IdentificationStartDate;
    // Get output variable data and display it in the console window
    arr := Eq.Result.Serie(Calc);
    For i := 0 To arr.Length - 1 Do
        Debug.WriteLine(arr[i]);
    End For;
    (Model As IMetabaseObject).Save;
End Sub UserProc;

After executing the example the model parameters are changed, all exogenous variables are included into the group describing short-term cointegration relations, output variable data is displayed in the console window.